+490.8%
LITE vs ALM
+396.4%
+94.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.1% | +3.5% | +5.3% |
| 7D | -35.9% | -6.7% | -29.3% | -35.1% |
| 30D | -51.5% | -32.9% | -18.6% | -48.3% |
| 3M | -35.7% | -39.5% | +3.8% | -30.4% |
| 6M | -43.0% | -62.0% | +19.0% | -35.5% |
| YTD | +46.1% | -7.8% | +54.0% | +54.2% |
| 1Y | +124.7% | +26.7% | +98.0% | +131.6% |
| 3Y | +1,172.1% | +825.4% | +346.7% | +989.3% |
| All | +490.8% | +396.4% | +94.4% | +422.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling